Shanghai Stock Exchange Composite Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:13.70% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 23.43 | |
| 0.1784 | 33.08 | |
| 0.7926 | 249.81 | |
| 0.0579 | 7.50 |
Estimation Period:
May 21, 1992 to Jan 16, 2026
May 21, 1992 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices